-56.4%
CSGP vs NYT
+14.3%
-70.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -6.1% | +9.0% | -15.1% | -8.6% |
| 30D | +0.3% | +6.8% | -6.5% | -1.5% |
| 3M | -1.3% | +12.1% | -13.5% | -4.4% |
| 6M | -8.9% | -7.7% | -1.2% | -9.5% |
| YTD | -55.2% | +4.2% | -59.4% | -55.7% |
| 1Y | -56.4% | +14.3% | -70.7% | -57.7% |
| All | -56.4% | +14.3% | -70.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling